I remember the main character was a private detective as well as a werewolf. There was an island he went to where all the inhabitants were females as well as werewolves. In one part they capture a group of Nazi soldiers that believe they're going to die honorable deaths only they're brought into a big banquet hall and the females that come of age lose their virginity to the soldiers. Also the United States government wants to use the main character as a spy and at the end of the book he hooks up with one of the female werewolves that tells him werewolves mate for life.
I haven’t read it but “The Compleat Werewolf” by Anthony Boucher seems to match a lot of what you describe. I can’t seem to track down anything about female werewolves and the main character isn’t a private detective from what I can tell but there is one in the story.
From the April 1942 issue of UNKNOWN WORLDS, this is one of the Fergus O'Breen yarns by Anthony Boucher. Like most of the O'Breen stories, it's a light breezy mystery with the added touch of the supernatural... here, an heroic werewolf. Now, Fergus O'Breen is a redheaded green-eyed hard-drinking smooth-talking private detective with flashy clothes.. You might gather from this that he's Irish and in fact he does call himself "the O'Breen". But he's not the main character in this story and actually isn't onstage all that much.
"The Compleat Werewolf" is the story of Professor Wolfe Wolf, an expert on German philology. Aside from the subtle name, Wolf has eyebrows that meet, hairy palms and an index finger as long as the middle finger. With all that going, it's no surprise to find out that he has a touch of the old lycanthrope in his makeup and a gin-swigging wizard named Ozymandias the Great realizes this and promptly enlightens the shapeshifter.
As it happens, Wolf can transmogrify by saying the word "Absarka" and turn into a big handsome wolf with full human intelligence. Unfortunately, he can't speak while wolfed up and has to rely on Ozzy to help him or trick people into saying the word by leaving it written for them to discover... but when he manages this, although he does change back, his clothes are still back where he left them.
Well. One complication follows another in a very tightly plotted and brisk little story. Wolf tries to impress a movie star he has an infatuation with by auditioning as a stunt dog for a movie she's making (not that kind of movie, this was 1942), Nazi spies get tangled up in the situation, Fergus gets an uneasy suspicion about the Wolf wolf, and in general there's a good deal of slapstick going on that ends with a dramatic rescue of Wolf's secretary from those Boche swine (bullets can't kill the werewolf but they're not feather tickles, either).
I think this might be The Wolf's Hour by Robert R. McCammon from 1989.
Michael Gallatin, a werewolf, is a British emigrant that is a top spy for Britain during World War II. In 1942, he overtakes Rommel in North Africa and foils the Nazis plan to control the Suez Canal. This vital waterway would ensure that Nazi Germany could choke off Allied shipping and continue their march east into Russia. In 1944, the war still rages on and the Nazis are forced toward Berlin by the Soviets, but Western Europe is still in Hitler’s grip. Gallatin, in seclusion since 1942, is called back for a vital mission: the first part of the mission has him parachuting into Nazi-occupied France to retrieve vital information from an informant named Adam. Adam is in Paris under tight Gestapo security (the Nazi’s official secret police).
Gallatin contacts Adam through a Nazi deserter called “Mouse”. He slips a note in Adams pocket that informs Adam to go to an opera at the third act, so Gallatin can receive the information. The Gestapo had followed Adam and shoot him in the head just after the information was disclosed to Michael. Michael escapes by faking suicide using cyanide; he does not swallow the pill. This fake-out allots him time to turn into a werewolf and he kills the fleeing Gestapo. Gallatin and Mouse must make their way east to Berlin, the heart of the Nazis lair, in an attempt to foil a top-secret Nazi plan, “Iron Fist”.
The Werewolf's Revenge, Richard Jaccoma. 1991 https://www.goodreads.com/book/show/2093702.The_Werewolf_s_Revenge Sequel to The Werewolf's Tale. Wonderful pulpbook-styled stuff, sex, violence, the occult and Nazis. Not Shakespeare, but quite fun.
Taking place a few years after the events of the first story, former PI James Underhill is back dealing with various types of occult evil, Nazis, and his own lycanthrope nature. Without spoiling too much of the story, the islands in question are the Cyclades, in the Aegean, home to a group of all-female werewolf freedom fighters, fighting off the encroaching Nazis in the Med.
I've read both of the books, the first one takes place entirely in NYC, whilst the second bounces all around the Middle East, Mediterranean, and into the Soviet Union. The scene in question is about halfway through the novel.